2015-06-17 |
MARKET DATA |
No 114 (2645) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
252,50 |
261,18 |
26 |
1 720,00 |
1 900,42 |
13 |
1 972,50 |
2 161,60 |
39 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
OK0715 |
PL0000107405 |
99,84 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,62 |
101,62 |
101,620 |
101,620 |
101,620 |
101,620 |
101,620 |
10 000 |
10,57 |
2 |
OK0116 |
PL0000107587 |
99,06 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,77 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,07 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,86 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,08 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,04 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,44 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,08 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,45 |
100,45 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
10 000 |
10,27 |
1 |
PS0719 |
PL0000108148 |
102,55 |
102,56 |
102,610 |
102,610 |
102,580 |
102,580 |
102,595 |
30 000 |
31,66 |
2 |
DS1019 |
PL0000105441 |
111,95 |
111,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,26 |
94,25 |
94,250 |
94,250 |
94,240 |
94,240 |
94,243 |
30 000 |
28,34 |
2 |
DS1020 |
PL0000106126 |
112,11 |
112,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,07 |
115,99 |
115,930 |
115,930 |
115,930 |
115,930 |
115,930 |
10 000 |
11,97 |
1 |
WS0922 |
PL0000102646 |
116,95 |
117,05 |
117,090 |
117,090 |
117,090 |
117,090 |
117,090 |
5 000 |
6,07 |
1 |
DS1023 |
PL0000107264 |
105,65 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,70 |
99,50 |
99,700 |
99,720 |
99,470 |
99,470 |
99,659 |
127 500 |
130,80 |
14 |
WS0428 |
PL0000107611 |
91,24 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,75 |
125,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,26 |
112,60 |
111,000 |
111,000 |
111,000 |
111,000 |
111,000 |
5 000 |
6,52 |
1 |
WZ0117 |
PL0000106936 |
99,99 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,83 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,45 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,13 |
99,11 |
99,130 |
99,130 |
99,130 |
99,130 |
99,130 |
25 000 |
24,98 |
2 |
WZ0121 |
PL0000106068 |
98,83 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,29 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
252 500 |
261,18 |
26 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,60 |
101,65 |
1,56 |
1,43 |
101,63 |
1,48 |
OK0116 |
PL0000107587 |
99,02 |
99,09 |
1,65 |
1,53 |
99,06 |
1,58 |
PS0416 |
PL0000106340 |
102,72 |
102,84 |
1,74 |
1,60 |
102,78 |
1,67 |
OK0716 |
PL0000107926 |
98,04 |
98,16 |
1,81 |
1,70 |
98,10 |
1,76 |
IZ0816 |
PL0000103529 |
103,01 |
103,53 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
103,83 |
104,00 |
1,84 |
1,72 |
103,92 |
1,78 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,04 |
105,19 |
1,94 |
1,86 |
105,12 |
1,90 |
OK0717 |
PL0000108502 |
95,89 |
96,08 |
2,02 |
1,92 |
95,99 |
1,97 |
DS1017 |
PL0000104543 |
107,31 |
107,50 |
2,03 |
1,95 |
107,41 |
1,98 |
WZ0118 |
PL0000104717 |
99,79 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,03 |
104,23 |
2,27 |
2,20 |
104,13 |
2,23 |
PS0718 |
PL0000107595 |
100,40 |
100,62 |
2,36 |
2,29 |
100,51 |
2,32 |
WZ0119 |
PL0000107603 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,49 |
102,64 |
2,60 |
2,56 |
102,57 |
2,58 |
DS1019 |
PL0000105441 |
111,72 |
112,00 |
2,61 |
2,55 |
111,86 |
2,58 |
PS0420 |
PL0000108510 |
94,19 |
94,42 |
2,79 |
2,74 |
94,31 |
2,77 |
DS1020 |
PL0000106126 |
112,05 |
112,35 |
2,79 |
2,73 |
112,20 |
2,76 |
WZ0121 |
PL0000106068 |
98,72 |
99,04 |
--- |
--- |
98,88 |
--- |
DS1021 |
PL0000106670 |
115,88 |
116,22 |
2,96 |
2,91 |
116,05 |
2,94 |
WS0922 |
PL0000102646 |
116,90 |
117,28 |
3,11 |
3,06 |
117,09 |
3,08 |
IZ0823 |
PL0000105359 |
110,50 |
112,94 |
--- |
--- |
111,72 |
--- |
DS1023 |
PL0000107264 |
105,51 |
105,92 |
3,23 |
3,18 |
105,72 |
3,20 |
WZ0124 |
PL0000107454 |
97,20 |
97,52 |
--- |
--- |
97,36 |
--- |
DS0725 |
PL0000108197 |
99,55 |
99,90 |
3,30 |
3,26 |
99,73 |
3,28 |
WS0429 |
PL0000105391 |
124,23 |
126,70 |
3,51 |
3,31 |
125,47 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,60 |
101,65 |
1,56 |
1,43 |
101,63 |
1,48 |
OK0116 |
PL0000107587 |
99,03 |
99,11 |
1,63 |
1,49 |
99,07 |
1,56 |
PS0416 |
PL0000106340 |
102,75 |
102,80 |
1,70 |
1,65 |
102,78 |
1,67 |
OK0716 |
PL0000107926 |
98,03 |
98,16 |
1,82 |
1,70 |
98,10 |
1,76 |
IZ0816 |
PL0000103529 |
103,00 |
103,53 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
103,83 |
103,98 |
1,84 |
1,73 |
103,91 |
1,78 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,03 |
105,19 |
1,95 |
1,86 |
105,11 |
1,91 |
OK0717 |
PL0000108502 |
95,93 |
96,05 |
2,00 |
1,94 |
95,99 |
1,97 |
DS1017 |
PL0000104543 |
107,25 |
107,39 |
2,05 |
1,99 |
107,32 |
2,02 |
WZ0118 |
PL0000104717 |
99,81 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,01 |
104,18 |
2,28 |
2,22 |
104,10 |
2,24 |
PS0718 |
PL0000107595 |
100,42 |
100,54 |
2,35 |
2,31 |
100,48 |
2,33 |
WZ0119 |
PL0000107603 |
99,39 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,45 |
102,65 |
2,61 |
2,56 |
102,55 |
2,58 |
DS1019 |
PL0000105441 |
111,66 |
111,96 |
2,62 |
2,55 |
111,81 |
2,59 |
PS0420 |
PL0000108510 |
94,14 |
94,35 |
2,81 |
2,76 |
94,25 |
2,78 |
DS1020 |
PL0000106126 |
111,93 |
112,19 |
2,81 |
2,76 |
112,06 |
2,79 |
WZ0121 |
PL0000106068 |
98,73 |
99,03 |
--- |
--- |
98,88 |
--- |
DS1021 |
PL0000106670 |
115,70 |
116,05 |
2,99 |
2,94 |
115,88 |
2,96 |
WS0922 |
PL0000102646 |
116,71 |
117,15 |
3,14 |
3,07 |
116,93 |
3,10 |
IZ0823 |
PL0000105359 |
110,76 |
112,94 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
105,37 |
105,78 |
3,25 |
3,20 |
105,58 |
3,22 |
WZ0124 |
PL0000107454 |
97,22 |
97,49 |
--- |
--- |
97,36 |
--- |
DS0725 |
PL0000108197 |
99,40 |
99,67 |
3,32 |
3,29 |
99,54 |
3,30 |
WS0429 |
PL0000105391 |
124,07 |
126,42 |
3,52 |
3,33 |
125,25 |
3,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
235 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
15 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
400 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
35 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
100 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,420 |
1,450 |
1,444 |
760 |
TOTAL |
1 720 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.